Replies to post #2739 on °¿°

[Myself °¿°]

1 scale
Table for: OEBJH Oct540c, oebvd Oct520p

 
          Symbol       OEBJH       oebvd             
                                         
            Type  OEX Oct 08  OEX Oct 08 
                    540 Call     520 Put 
                                         
                                         
         Bid/Ask 21.80/23.10 10.90/11.90 
           Delta      0.5421     -0.3186 
                                         
  Expires (days)          16          16 
    Implied Vol.       46.38       47.21 
     1 Day Decay     -0.6958     -0.6246 
                                         
   Intrinsic Val        2.98        0.00 
    Time Premium       19.47       11.40 
                                         
       Stk Price      542.98      542.98 
                                         
      Off-Target        2.02        2.02 
          Target         545         545 
                                         
            3.00       24.10       10.46 
            2.75       23.96       10.54 
            2.50       23.82       10.62 
            2.25       23.68       10.69 
       >    2.00       23.54       10.77 
            1.75       23.40       10.85 
            1.50       23.27       10.93 
            1.25       23.13       11.00 
            1.00       22.99       11.08 
            0.75       22.86       11.16 
            0.50       22.72       11.24 
            0.25       22.59       11.32 
                                         
            0.00       22.45       11.40 
                                         
           -0.25       22.31       11.48 
           -0.50       22.18       11.56 
           -0.75       22.04       11.64 
           -1.00       21.91       11.72 
           -1.25       21.77       11.80 
           -1.50       21.64       11.88 
           -1.75       21.51       11.96 
           -2.00       21.37       12.04 
           -2.25       21.24       12.13 
           -2.50       21.11       12.21 
           -2.75       20.98       12.29 
           -3.00       20.84       12.38 
                                         
          Loaded   10/1/2008   10/1/2008 
                     9:32 AM     9:32 AM